Financial Risk and Derivatives: A Special Issue of the Geneva Papers on Risk and Insurance Theory - Brossura

Brossura

ISBN 10: 0792398017 ISBN 13: 9780792398011

Casa editrice: Kluwer Academic Publishers, 1996

Riassunto

Financial Risk and Derivatives provides an excellent illustration of the links that have developed in recent years between the theory of finance on one hand and insurance economics and actuarial science on the other. Advances in contingent claims analysis and developments in the academic and practical literature dealing with the management of financial risks reflect the close relationships between insurance and innovations in finance.
The book represents an overview of the present state of the art in theoretical research dealing with financial issues of significance for insurance science. It will hopefully provide an impetus to further developments in applied insurance research.

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Contenuti

Introductory Note; H. Loubergé. The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims; M.G. Subrahamanyam. Some Remarks on Modeling the Term Structure of Interest Rates; G. Franke. Exotic Unit-Linked Life Insurance Contracts; S. Ekern, S.-A. Persson. Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts; J.A. Nielsen, K. Sandmann. Optimal Dynamic Hedging in Incomplete Futures Markets; A. Lioui, et al. Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices; S.H. Yoon, S.C. Mazumdar.

Product Description

Financial Risk And Derivatives by Henri Louberge, Marti G. Subrahmanyam, 9780792398011, Springer

Dettagli dell'edizione

• Editore: Kluwer Academic Publishers
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0792398017
• ISBN 13: 9780792398011
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 141
• Redattore: Loubergé Henri, Subrahmanyam Marti G.
• Contatto del produttore: non disponibile
• Persona responsabile: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Germania